Autori: Canova, Fabio , Ghysels, Eric
Titolo: Changes in seasonal patterns: are they cyclical?
Periodico: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1992 - Fascicolo: 101 - Pagina iniziale: 1 - Pagina finale: 27

This paper explores the hypothesis of cyclical variation in seasonal patterns. Graphical techniques and Generalized Predictive tests for structural changes are used to identify and test patterns of changing seasonality. The results indicate that seasonals are unstable. In many cases, changes in the seasonals are linked to the stages of the business cycle. In others, the pattern of changes is rather puzzling. Particularly interesting is the case of M1 which displays an upward trend in the second quarter growth rate throughout the post WWII era.


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Testo completo: http://hdl.handle.net/1814/400

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